BCOSX vs. BMDSX
BCOSX (Baird Core Plus Bond Fund) and BMDSX (Baird Mid Cap Growth Fund) are both mutual funds - BCOSX is a Intermediate Core-Plus Bond fund managed by Baird, while BMDSX is a Mid Cap Growth Equities fund managed by Baird. Over the past 10 years, BCOSX returned 1.88%/yr vs 8.65%/yr for BMDSX. Their -0.13 correlation means they have often moved in opposite directions in the past. BCOSX charges 0.55%/yr vs 1.05%/yr for BMDSX.
Performance
BCOSX vs. BMDSX - Performance Comparison
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Returns By Period
In the year-to-date period, BCOSX achieves a -0.34% return, which is significantly lower than BMDSX's 7.10% return. Over the past 10 years, BCOSX has underperformed BMDSX with an annualized return of 1.88%, while BMDSX has yielded a comparatively higher 8.65% annualized return.
BCOSX
- 1D
- 0.00%
- 1M
- -0.87%
- 6M
- -0.53%
- YTD
- -0.34%
- 1Y
- 2.19%
- 3Y*
- 4.31%
- 5Y*
- 0.01%
- 10Y*
- 1.88%
- ALL TIME*
- 4.34%
BMDSX
- 1D
- -0.33%
- 1M
- -1.68%
- 6M
- 4.81%
- YTD
- 7.10%
- 1Y
- -0.79%
- 3Y*
- -0.95%
- 5Y*
- -2.59%
- 10Y*
- 8.65%
- ALL TIME*
- 7.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BCOSX vs. BMDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCOSX Baird Core Plus Bond Fund | -0.34% | 7.22% | 2.26% | 6.60% | -13.09% | -1.23% | 8.59% | 9.69% | -0.74% | 4.47% |
BMDSX Baird Mid Cap Growth Fund | 7.10% | -9.55% | -1.16% | 19.91% | -27.86% | 21.81% | 34.56% | 35.94% | -1.52% | 26.61% |
Correlation
The correlation between BCOSX and BMDSX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2000 | -0.13 |
The correlation between BCOSX and BMDSX shifts across timeframes, from -0.13 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BCOSX vs. BMDSX — Risk / Return Rank
BCOSX
BMDSX
BCOSX vs. BMDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Core Plus Bond Fund (BCOSX) and Baird Mid Cap Growth Fund (BMDSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCOSX | BMDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.98 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | -0.26 | +1.40 |
| Martin ratioReturn relative to average drawdown | 2.85 | -0.60 | +3.45 |
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Drawdowns
BCOSX vs. BMDSX - Drawdown Comparison
The maximum BCOSX drawdown since its inception was -18.39%, smaller than the maximum BMDSX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for BCOSX and BMDSX.
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Drawdown Indicators
| BCOSX | BMDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.39% | -53.96% | +35.57% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -13.32% | +10.74% |
Max Drawdown (3Y)Largest decline over 3 years | -4.78% | -25.04% | +20.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -36.24% | +17.85% |
Max Drawdown (10Y)Largest decline over 10 years | -18.39% | -36.24% | +17.85% |
Current DrawdownCurrent decline from peak | -1.99% | -20.32% | +18.33% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -11.00% | +8.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 6.84% | -5.80% |
Volatility
BCOSX vs. BMDSX - Volatility Comparison
The current volatility for Baird Core Plus Bond Fund (BCOSX) is 0.88%, while Baird Mid Cap Growth Fund (BMDSX) has a volatility of 3.29%. This indicates that BCOSX experiences smaller price fluctuations and is considered to be less risky than BMDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCOSX | BMDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 3.29% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 11.90% | -9.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.54% | 15.52% | -11.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.63% | 21.07% | -15.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 20.76% | -16.10% |
BCOSX vs. BMDSX - Expense Ratio Comparison
BCOSX has a 0.55% expense ratio, which is lower than BMDSX's 1.05% expense ratio.
Dividends
BCOSX vs. BMDSX - Dividend Comparison
BCOSX's dividend yield for the trailing twelve months is around 3.93%, less than BMDSX's 12.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCOSX Baird Core Plus Bond Fund | 3.93% | 3.75% | 3.68% | 3.17% | 2.69% | 2.57% | 3.11% | 2.60% | 2.75% | 2.47% | 2.27% | 2.49% |
BMDSX Baird Mid Cap Growth Fund | 12.96% | 13.88% | 4.57% | 2.44% | 1.79% | 17.82% | 10.09% | 5.77% | 6.62% | 4.87% | 0.00% | 0.15% |
Frequently Asked Questions
BCOSX and BMDSX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMDSX has higher volatility (3.29%) compared to BCOSX (0.88%). In terms of maximum drawdown, BCOSX dropped -18.39% vs BMDSX's -53.96%.
BCOSX currently has the higher Sharpe Ratio (0.84 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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